+14.1%
QCOM vs STLA
-74.6%
+88.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | +4.3% | -13.8% | +18.0% | +9.7% |
| 30D | -0.1% | -10.5% | +10.5% | +3.3% |
| 3M | +5.2% | -28.9% | +34.1% | +17.5% |
| 6M | -18.4% | -49.7% | +31.4% | +3.3% |
| YTD | +2.4% | -64.9% | +67.3% | +45.5% |
| 1Y | +0.9% | -64.0% | +64.9% | +41.4% |
| 3Y | +48.4% | -77.4% | +125.8% | +138.0% |
| All | +14.1% | -74.6% | +88.7% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling